+5.4%
B vs PNC
+28.6%
-23.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -7.3% | +3.1% | -10.4% | -8.0% |
| 30D | -3.3% | +7.6% | -11.0% | -4.8% |
| 3M | -7.8% | -8.1% | +0.4% | -6.8% |
| 6M | -15.5% | +12.6% | -28.1% | -18.7% |
| YTD | -12.3% | +15.0% | -27.2% | -18.7% |
| 1Y | +5.4% | +30.4% | -25.0% | -4.8% |
| All | +5.4% | +28.6% | -23.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling